Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-31 0.537068 0.604228 0.680897 0.775891 0.891848 1.030707 1.212594
2025-09-07 0.455466 0.537276 0.637787 0.773291 0.956063 1.201891 1.572715
2025-09-14 0.398100 0.485235 0.597993 0.759803 0.995730 1.345202 1.943929
2025-09-21 0.359290 0.449389 0.570943 0.754666 1.041254 1.504999 2.405943
2025-09-28 0.325726 0.415448 0.540424 0.737209 1.061597 1.627846 2.863008
2025-10-05 0.315345 0.411654 0.551063 0.781978 1.190575 1.980739 4.023994
2025-10-12 0.313116 0.418714 0.577891 0.856482 1.390769 2.560625 6.375214
2025-10-19 0.292418 0.396007 0.555546 0.843265 1.420695 2.782336 7.966707
2025-10-26 0.277422 0.380493 0.542727 0.844484 1.479927 3.106593 10.593333
2025-11-02 0.258761 0.357711 0.515595 0.815092 1.465822 3.226813 12.561890
2025-11-09 0.238402 0.330882 0.479467 0.764173 1.392887 3.145288 13.209196
2025-11-16 0.226730 0.317161 0.464455 0.752402 1.409493 3.356750 16.732437
2025-11-23 0.223831 0.318056 0.475811 0.797163 1.583129 4.254105 33.985063
2025-11-30 0.213750 0.306408 0.463969 0.792613 1.630190 4.734235 55.909933
2025-12-07 0.203219 0.293300 0.448348 0.777847 1.645944 5.107204 91.646084
2025-12-14 0.194853 0.283304 0.437563 0.772193 1.687267 5.663032 197.192262
2025-12-21 0.185648 0.271311 0.422098 0.753996 1.686347 6.008162 431.927777
2025-12-28 0.184827 0.273693 0.433894 0.800235 1.906712 8.093006 NaN
2026-01-04 0.186948 0.281343 0.456614 0.877348 2.277148 12.695136 NaN
2026-01-11 0.179668 0.271664 0.443970 0.863640 2.302450 14.127499 NaN
2026-01-18 0.174336 0.265225 0.437405 0.864898 2.391085 16.867364 NaN
2026-01-25 0.166483 0.253779 0.419762 0.834456 2.334918 17.298658 NaN
2026-02-01 0.157058 0.239092 0.394682 0.781767 2.169667 15.546357 NaN